I live in Knoxville and these are the places that I can think of that look nice to have a wedding at:
Gettysvue country club (have been inside - nice interior)
Sterchi Mansion
Ijams nature center
Club Le Conte
The Orangery (don't know if you could have ceremony there)
Crescent Bend House and Gardens (aka Armstrong-Lockett House)
Maple Grove Inn
University of Tennessee Gardens
Bleak House (Confederate Memorial Hall)
Dara's Gardens
Middlebrook Gardens
Cherokee Country Club
Smithview Pavillion (actually in Maryville, just south of Knoxville - went to a wedding here and it was very nice)
Thinking about your question, I don't know if you meant the ceremony or the reception or both. I don't know if you can do both at these places or not. I don't know anything about the pricing (although I would guess that Club Le Conte, the Orangery, and Cherokee Country Club are expensive). I didn't get married here so don't know from firsthand experience. But hope this lists helps you with a place to start!!
Cyndi